Maximum likelihood for dual varieties

DOI10.1145/2631948.2631959MaRDI QIDQ2819711zbMATH OpenOpenAlexFDO

Authors Jose Israel Rodriguez

Publication date 29 September 2016

Published in Proceedings of the 2014 Symposium on Symbolic-Numeric Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1405.5143

zbMATH Keywords

algebraic statisticscritical pointsdual varietiesmaximum likelihood estimation

Mathematics Subject Classification ID

Point estimation (62F10) Symbolic computation and algebraic computation (68W30)

Abstract: Maximum likelihood estimation (MLE) is a fundamental computational problem in statistics. In this paper, MLE for statistical models with discrete data is studied from an algebraic statistics viewpoint. A reformulation of the MLE problem in terms of dual varieties and conormal varieties will be given. With this description, the dual likelihood equations and the dual MLE problem are defined. We show that solving the dual MLE problem yields solutions to the MLE problem, so we can solve the MLE problem without ever determining the defining equations of the model.

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(12)

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• Discrete statistical models with rational maximum likelihood estimator
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• A probabilistic algorithm for computing data-discriminants of likelihood equations
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• Maximum likelihood for matrices with rank constraints
• The maximum likelihood data singular locus
• Maximum likelihood estimation via duality for cell probabilities subject to convex and log-convex constraints
• Critical points via monodromy and local methods
• Bounding the maximum likelihood degree
• The maximum likelihood degree of mixtures of independence models
• Maximum Likelihood Estimation from a Tropical and a Bernstein–Sato Perspective

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